hmm....my first guess is that something in the RPT is still pointing back to SQL. You said you had some subreports where the code didn't reach down that far. You might want to double-check the table references. If you don't explicity set the data source at runtime for every table you specified at design time, I think CR still goes looking.
I'll check this out myself and see what I find. I know that I initially had the same problem that you're having, and when I switched to using datasets at design time, the problem went away.
Kevin